Applying maximum entropy to econometric problems /
The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. Th...
Clasificación: | Libro Electrónico |
---|---|
Otros Autores: | Hill, R. Carter, Fomby, Thomas B. |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Bingley, U.K. :
Emerald,
1997.
|
Colección: | Advances in econometrics ;
v. 12. |
Temas: | |
Acceso en línea: | Texto completo |
Ejemplares similares
-
Essays in honor of Jerry Hausman /
por: Hausman, Jerry A.
Publicado: (2012) -
Missing data methods : time-series methods and applications /
Publicado: (2011) -
Maximum simulated likelihood methods and applications /
Publicado: (2010) -
Maximum likelihood estimation of misspecified models : twenty years later /
Publicado: (2003) -
Functional structure and approximation in econometrics /
Publicado: (2004)